# data for multi risk portfolio portfolio problem
n = 10;
M = 6;
gamma = 1.0;
mu = [ 0.          0.0140055   0.03425583  0.07843126  0.06536453 -0.03420473  0.03325309 -0.0052975  -0.00361266  0.01437095];
Sigma_1 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.095507    0.03490251  0.06526034  0.02499385  0.08272292  0.05739974  0.02790096  0.06015928  0.02577712]
 [ 0.          0.03490251  0.10861701  0.05107498  0.04959124  0.08916975  0.0348862   0.03575484  0.05085625  0.04511977]
 [ 0.          0.06526034  0.05107498  0.08158651  0.04136407  0.06878668  0.05743412  0.03720951  0.05036775  0.0355747 ]
 [ 0.          0.02499385  0.04959124  0.04136407  0.05882432  0.05780579  0.03068954  0.02881275  0.04036602  0.04467288]
 [ 0.          0.08272292  0.08916975  0.06878668  0.05780579  0.11843709  0.05441237  0.03745399  0.07088283  0.0569503 ]
 [ 0.          0.05739974  0.0348862   0.05743412  0.03068954  0.05441237  0.06420562  0.02009933  0.0584343   0.024069  ]
 [ 0.          0.02790096  0.03575484  0.03720951  0.02881275  0.03745399  0.02009933  0.04035138  0.0333448   0.01553796]
 [ 0.          0.06015928  0.05085625  0.05036775  0.04036602  0.07088283  0.0584343   0.0333448   0.07538478  0.02431135]
 [ 0.          0.02577712  0.04511977  0.0355747   0.04467288  0.0569503   0.024069    0.01553796  0.02431135  0.04693409]];
Sigma_2 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.09526941  0.04324487  0.06411049  0.03936812  0.08696712  0.05309912  0.02342944  0.04872357  0.03117662]
 [ 0.          0.04324487  0.1089657   0.05601249  0.05040394  0.07850734  0.0289173   0.05000681  0.05234128  0.03948955]
 [ 0.          0.06411049  0.05601249  0.08565929  0.04110657  0.075171    0.05672471  0.0448922   0.0482789   0.02698833]
 [ 0.          0.03936812  0.05040394  0.04110657  0.06290146  0.06144111  0.03636789  0.01778037  0.03432609  0.03934182]
 [ 0.          0.08696712  0.07850734  0.075171    0.06144111  0.1129559   0.04473504  0.04237765  0.06369504  0.04279469]
 [ 0.          0.05309912  0.0289173   0.05672471  0.03636789  0.04473504  0.06380631  0.02147502  0.04538684  0.0267327 ]
 [ 0.          0.02342944  0.05000681  0.0448922   0.01778037  0.04237765  0.02147502  0.04386316  0.02823811  0.02501968]
 [ 0.          0.04872357  0.05234128  0.0482789   0.03432609  0.06369504  0.04538684  0.02823811  0.07299476  0.01923475]
 [ 0.          0.03117662  0.03948955  0.02698833  0.03934182  0.04279469  0.0267327   0.02501968  0.01923475  0.04409686]];
Sigma_3 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.09758228  0.0359963   0.05946242  0.03142617  0.0861721   0.05603158  0.0275542   0.04373138  0.03548012]
 [ 0.          0.0359963   0.1103195   0.07466106  0.04975853  0.06889092  0.04397436  0.04130197  0.06930426  0.05059389]
 [ 0.          0.05946242  0.07466106  0.08391202  0.04428644  0.06875469  0.05999467  0.03833822  0.0570239   0.03956506]
 [ 0.          0.03142617  0.04975853  0.04428644  0.06279906  0.06009569  0.04080876  0.02044131  0.0435032   0.03797471]
 [ 0.          0.0861721   0.06889092  0.06875469  0.06009569  0.11514437  0.05032985  0.03408906  0.05193551  0.0530078 ]
 [ 0.          0.05603158  0.04397436  0.05999467  0.04080876  0.05032985  0.0633989   0.03646212  0.05499984  0.03016235]
 [ 0.          0.0275542   0.04130197  0.03833822  0.02044131  0.03408906  0.03646212  0.04068243  0.03718372  0.02399219]
 [ 0.          0.04373138  0.06930426  0.0570239   0.0435032   0.05193551  0.05499984  0.03718372  0.07564175  0.02573734]
 [ 0.          0.03548012  0.05059389  0.03956506  0.03797471  0.0530078   0.03016235  0.02399219  0.02573734  0.04611609]];
Sigma_4 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.09257115  0.057957    0.06026799  0.02971675  0.07934071  0.04613742  0.03909262  0.04213693  0.04068624]
 [ 0.          0.057957    0.11237007  0.07639321  0.06354144  0.0709198   0.0547416   0.0545498   0.047292    0.05416033]
 [ 0.          0.06026799  0.07639321  0.08818118  0.0445856   0.07078249  0.06167792  0.03892233  0.05792067  0.02803793]
 [ 0.          0.02971675  0.06354144  0.0445856   0.05821433  0.04937177  0.0331531   0.02326723  0.03578768  0.04053368]
 [ 0.          0.07934071  0.0709198   0.07078249  0.04937177  0.11238519  0.04700731  0.04394574  0.05604537  0.05800907]
 [ 0.          0.04613742  0.0547416   0.06167792  0.0331531   0.04700731  0.06062471  0.02047771  0.03838862  0.02320704]
 [ 0.          0.03909262  0.0545498   0.03892233  0.02326723  0.04394574  0.02047771  0.04070352  0.03773938  0.03033999]
 [ 0.          0.04213693  0.047292    0.05792067  0.03578768  0.05604537  0.03838862  0.03773938  0.0733278   0.0306726 ]
 [ 0.          0.04068624  0.05416033  0.02803793  0.04053368  0.05800907  0.02320704  0.03033999  0.0306726   0.04902662]];
Sigma_5 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.09781611  0.03566223  0.07154097  0.02311419  0.08306302  0.04748966  0.02111952  0.04240216  0.0364422 ]
 [ 0.          0.03566223  0.10871407  0.07059418  0.06327209  0.07008336  0.0560132   0.03630566  0.04978753  0.03542462]
 [ 0.          0.07154097  0.07059418  0.0867593   0.03367542  0.07664464  0.04438698  0.03324394  0.04953563  0.04170684]
 [ 0.          0.02311419  0.06327209  0.03367542  0.06425287  0.06406659  0.03623791  0.02071801  0.03599079  0.03501013]
 [ 0.          0.08306302  0.07008336  0.07664464  0.06406659  0.12031381  0.05653254  0.04843331  0.07034969  0.04769512]
 [ 0.          0.04748966  0.0560132   0.04438698  0.03623791  0.05653254  0.06048278  0.02421048  0.04491281  0.03085489]
 [ 0.          0.02111952  0.03630566  0.03324394  0.02071801  0.04843331  0.02421048  0.04139134  0.03154769  0.01374993]
 [ 0.          0.04240216  0.04978753  0.04953563  0.03599079  0.07034969  0.04491281  0.03154769  0.07377259  0.02757577]
 [ 0.          0.0364422   0.03542462  0.04170684  0.03501013  0.04769512  0.03085489  0.01374993  0.02757577  0.04266167]];
Sigma_6 = [[ 0.          0.          0.          0.          0.          0.          0.          0.          0.          0.        ]
 [ 0.          0.09254821  0.04783741  0.0644818   0.03508729  0.07629748  0.04991925  0.02927672  0.04570482  0.03254685]
 [ 0.          0.04783741  0.10730104  0.0653243   0.0613616   0.08782232  0.04595562  0.04692572  0.0587594   0.04758259]
 [ 0.          0.0644818   0.0653243   0.08066875  0.0406249   0.07364002  0.05038594  0.03586119  0.06005228  0.03123299]
 [ 0.          0.03508729  0.0613616   0.0406249   0.05803883  0.05871954  0.03193848  0.02341001  0.04012825  0.0373413 ]
 [ 0.          0.07629748  0.08782232  0.07364002  0.05871954  0.10969127  0.05725582  0.04672773  0.05876489  0.05049575]
 [ 0.          0.04991925  0.04595562  0.05038594  0.03193848  0.05725582  0.06020548  0.02737974  0.04926445  0.02844736]
 [ 0.          0.02927672  0.04692572  0.03586119  0.02341001  0.04672773  0.02737974  0.03969674  0.02841022  0.02056907]
 [ 0.          0.04570482  0.0587594   0.06005228  0.04012825  0.05876489  0.04926445  0.02841022  0.07193685  0.02909675]
 [ 0.          0.03254685  0.04758259  0.03123299  0.0373413   0.05049575  0.02844736  0.02056907  0.02909675  0.0417567 ]];
